Lee, Chihoon - In: Statistics & Probability Letters 82 (2012) 6, pp. 1120-1128
We first consider a multi-dimensional reflected fractional Brownian motion process on the positive orthant with the Hurst parameter H∈(0,1). In particular, when H1/2, this model serves to approximate fluid stochastic network models fed by a big number of heavy tailed ON/OFF sources in heavy...